ECN charges/rebates are the same for limit and pegged orders as far as i know.
Good point, and this might explain why their RELATIVE order does not roll back. However, it still leaves me wondering why they don't (also)...
For years now, IB's platform does not support native pegged ECN orders. Instead they offer an alternative IB order type called the "RELATIVE"...
http://finance.yahoo.com/q/hl?s=QQQQ+Holdings
http://bigcharts.marketwatch.com/industry/bigcharts-com/analyzer.asp?bcind_ind=1771&bcind_index=1&bcind_lastsort=&bcind_ma=1&bcind_sort=marketcap&b...
http://www.youtube.com/watch?v=iOx1fN0V4FA&feature=channel
Had been halted pending this news:...
Get yourself 2 internet connections based on different media: eg cable+dsl, dsl+3g, dsl+satellite
Provide more details, like symbol, quantity, timestamp of order entry, timestamp of order execution, etc
http://www.nasdaqtrader.com/Trader.aspx?id=symbollookup Use "Downloadable Files" on the bottom-left and follow tradelink's advice
Beware that a number of popular data providers dont have the correct daily opening and closing prices for US stocks. This means your simulation...
Thats an interesting data source.. and what did you do to verify that the opening and closing prices from this data provider are accurate and are...
I wish you well. Where did you get the historical data you used for backtesting with Amibroker?
Amibroker
If you want to cover the possibility of a sharp adverse movement, you want to be hedging continuously.. what do you think your pnl will look like...
"In April, hidden stock trades represented roughly 22% of the 11.22 billion average U.S. daily volume. "...
Generally, hidden orders have lower priority than displayed orders. If you hide your order, you can only be filled after all displayed orders at...
Generally, for a NASDAQ-listed stock like CTIC, you would want to place your order on NASDAQ. As for statistics: Put your mouse over "Market...
That's the total volume traded on all ECN's. If you want a more accurate estimate of how long you will wait, you need to look at the rate of...
At the time you place your order at the bid, there is probably a large number of orders already waiting to get filled on the bid. Your order must...
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